+229.3%
SAP vs CDW
+338.4%
-109.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | -2.5% | +2.6% | -5.0% | -3.6% |
| 30D | +7.5% | +20.4% | -12.9% | -0.7% |
| 3M | +11.6% | +28.5% | -16.8% | -0.1% |
| 6M | +37.6% | +70.6% | -33.0% | +9.2% |
| YTD | -2.0% | +29.1% | -31.0% | -14.9% |
| 1Y | -6.4% | +23.8% | -30.2% | -17.3% |
| 3Y | +67.7% | -14.5% | +82.2% | +67.7% |
| 5Y | +75.7% | -1.6% | +77.3% | +61.3% |
| 10Y | +229.3% | +322.0% | -92.7% | +105.0% |
| All | +229.3% | +338.4% | -109.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling